Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 0 1 181
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 0 0 1 53
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 0 2 921
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 0 0 1 63
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 0 1 3 115
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 0 0 1 1,230
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 0 0 2 90
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 151 0 0 2 436
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 0 0 2 725
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 0 564
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 1 36 0 0 2 106
Model comparison using the Hansen-Jagannathan distance 0 0 1 118 0 1 3 336
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 0 0 1 155
Playing the field: Geomagnetic storms and international stock markets 0 0 1 309 1 4 9 1,156
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 153 0 0 0 589
Robust inference in linear asset pricing models 0 0 0 35 0 0 0 66
Specification tests of asset pricing models using excess returns 0 0 0 113 1 1 2 448
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 1 1 67
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 1 2 288
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 0 2 997
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 0 0 1 62
Total Working Papers 0 0 4 2,168 2 9 38 8,648

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 0 2 167
Financial market frictions 0 2 2 117 1 3 10 359
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 2 80 0 0 5 209
Model Comparison Using the Hansen-Jagannathan Distance 0 0 1 54 2 3 7 175
Specification tests of asset pricing models using excess returns 0 0 0 63 0 1 5 256
The news in financial asset returns 0 0 0 6 0 0 2 195
Total Journal Articles 0 2 5 365 3 7 31 1,361

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06